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~person:"Gil-Alaña, Luis A."
~person:"Harvey, Andrew C."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Mehrbändiges Werk"
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Search: subject_exact:"Time series analysis"
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Time series analysis
219
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84
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67
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Gil-Alaña, Luis A.
Harvey, Andrew C.
Phillips, Peter C. B.
87
Gupta, Rangan
79
Franses, Philip Hans
75
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61
Taylor, Robert
59
Leybourne, Stephen James
54
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28
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23
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23
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23
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ECONIS (ZBW)
219
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81
Long range dependence in the indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10012418211
Saved in:
82
Energy production in Brazil : empirical facts based on persistence, seasonality and breaks
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Wanke, Peter
- In:
Energy economics
54
(
2016
),
pp. 88-95
Persistent link: https://www.econbiz.de/10011662770
Saved in:
83
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
84
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
Saved in:
85
Stationarity and long range dependence of carbon dioxide emissions : evidence for disaggregated data
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Perez de …
- In:
Environmental & resource economics : the official …
63
(
2016
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10011588941
Saved in:
86
Long memory and ARFIMA modelling : the case of CPI inflation rate in Ghana
Boateng, Alexander
;
Gil-Alaña, Luis A.
;
'Maseka, Lesaoana
- In:
The journal of developing areas
50
(
2016
)
3
,
pp. 287-304
Persistent link: https://www.econbiz.de/10011612974
Saved in:
87
Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
Saved in:
88
Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Gil-Alaña, Luis A.
;
Gupta, Rangan
;
Perez de Gracia, …
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3244-3252
Persistent link: https://www.econbiz.de/10011617196
Saved in:
89
Growth recovery after civil conflict : a fractional integration approach
Gil-Alaña, Luis A.
;
Prakarsh Singh
- In:
Defence and peace economics
27
(
2016
)
4
,
pp. 453-479
Persistent link: https://www.econbiz.de/10011621180
Saved in:
90
The Feldstein-Horioka puzzle in South Africa : a fractional cointegration approach
Gil-Alaña, Luis A.
;
André, Christophe
;
Gupta, Rangan
; …
- In:
The journal of international trade & economic development
25
(
2016
)
7/8
,
pp. 978-991
Persistent link: https://www.econbiz.de/10011709722
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